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Corporate risk management and pension asset allocation

Li, Yong - In: Pension fund risk management : financial and actuarial …, (pp. 365-387). 2010

Persistent link: https://www.econbiz.de/10003938228

Venture capitalists' decision to withdraw : the role of portfolio configuration from a real options lens

Li, Yong; Chi, Tailan - In: Strategic management journal 34 (2013) 11, pp. 1351-1366

Persistent link: https://www.econbiz.de/10010201224

Corporate risk management and pension investment policy

Li, Yong; Henry, Darren - In: European management journal 40 (2022) 4, pp. 590-605

Persistent link: https://www.econbiz.de/10013383213

Continuous-time mean-variance asset-liability management with endogenous liabilities

Yao, Haixiang; Lai, Yongzeng; Li, Yong - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 6-17

Persistent link: https://www.econbiz.de/10009719072

A general approach to smooth and convex portfolio optimization using lower partial moments

Yao, Haixiang; Huang, Jinbo; Li, Yong; Humphrey, … - In: Journal of banking & finance 129 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012822108

Bias correction for bond option greeks via jackknife

Zhang, Jinyu; Gao, Kang; Li, Yong - In: The journal of derivatives : JOD 28 (2021) 4, pp. 45-63

Persistent link: https://www.econbiz.de/10012612919

Nonparametric mean-lower partial moment model and enhanced index investment

Huang, Jinbo; Li, Yong; Yao, Haixiang - In: Computers & operations research : and their … 144 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013264891

Index tracking model, downside risk and non-parametric kernel estimation

Huang, Jinbo; Li, Yong; Yao, Haixiang - In: Journal of economic dynamics & control 92 (2018), pp. 103-128

Persistent link: https://www.econbiz.de/10011974395

Venture Capitalists’ Decision to Withdraw : The Role of Portfolio Configuration from a Real Options Lens

Li, Yong; Chi, Tailan - 2017

When does a venture capital firm withdraw from an investment project prior to its completion? This study offers a real options view on this decision by examining the contingent effects of portfolio configuration. We explore how project withdrawal can be influenced by two distinct dimensions of...

Persistent link: https://www.econbiz.de/10014170849

Partial moments and indexation investment strategies

Huang, Jinbo; Li, Yong; Yao, Haixiang - In: Journal of empirical finance 67 (2022), pp. 39-59

Persistent link: https://www.econbiz.de/10013464372